+201.4%
CF vs TXG
+7.8%
+193.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.2% |
| 7D | +4.8% | -1.8% | +6.6% | +4.8% |
| 30D | +4.7% | -20.4% | +25.1% | +5.3% |
| 3M | +7.4% | +0.1% | +7.4% | +6.6% |
| 6M | +0.6% | +176.2% | -175.6% | -5.4% |
| YTD | +64.1% | +256.8% | -192.7% | +50.6% |
| 1Y | +51.4% | +255.9% | -204.5% | +38.7% |
| 3Y | +67.8% | +60.2% | +7.6% | +57.9% |
| 5Y | +114.1% | -65.1% | +179.2% | +117.9% |
| All | +201.4% | +7.8% | +193.6% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling